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Modeling Seasonal Fractionally Integrated Autoregressive Moving Average-Generalized Autoregressive Conditional Heteroscedasticity Model with Seasonal Level Shift Intervention
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作者 Lawrence Dhliwayo Florance Matarise Charles Chimedza 《Open Journal of Statistics》 2020年第5期810-831,共22页
This paper introduces the class of seasonal fractionally integrated autoregressive<span style="font-family:Verdana;"> moving average</span><span style="font-family:Verdana;">-<... This paper introduces the class of seasonal fractionally integrated autoregressive<span style="font-family:Verdana;"> moving average</span><span style="font-family:Verdana;">-</span><span style="font-family:Verdana;">generalized conditional heteroskedastisticty (SARFIMA-</span><span style="font-family:;" "=""> </span><span style="font-family:Verdana;">GARCH) models, with level shift type intervention that are capable of capturing simultaneously four key features of time series: seasonality, long range dependence, volatility and level shift. The main focus is on modeling seasonal level shift (SLS) in fractionally integrated and volatile processes. A natural extension of the seasonal level shift detection test of the mean for a realization of time series satisfying SLS-SARFIMA and SLS-GARCH models w</span><span style="font-family:Verdana;">as</span><span style="font-family:Verdana;"> derived. Test statistics that are useful to examine if seasonal level shift in a</span><span style="font-family:Verdana;">n</span><span style="font-family:Verdana;"> SARFIMA-GARCH model </span><span style="font-family:Verdana;">is</span><span style="font-family:Verdana;"> statistically plausible were established. Estimation of SLS-SARFIMA and SLS-GARCH parameters w</span><span style="font-family:Verdana;">as</span><span style="font-family:Verdana;"> also considered.</span> 展开更多
关键词 SEASONALITY Fractional Integration LONG-MEMORY level Shift SLS-SARFIMA SLS-GARCH VOLATILITY
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A Novel Asymmetric Three-Phase Cascaded 21 Level Inverter Fed Induction Motor Using Multicarrier PWM with PI and Fuzzy Controller
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作者 A. Abdul Namith T. S. Sivakumaran 《Circuits and Systems》 2016年第11期3922-3950,共29页
Multilevel inverters are gaining popularity in high power applications. This paper proposes a new ladder type structure of cascaded three-phase multilevel inverter with reduced number of power semiconductor devices wh... Multilevel inverters are gaining popularity in high power applications. This paper proposes a new ladder type structure of cascaded three-phase multilevel inverter with reduced number of power semiconductor devices which is used to drive the induction motor. The ultimate aim of the paper is to produce multiple output levels with minimum number of semiconductor devices. This paper uses only 11 switches along with 3 diodes and 4 asymmetrical sources to produce an output voltage of 21 levels. The modulation technique plays a major role in commutation of the switches. Here we implement the multicarrier level shifting pulse width modulation technique to produce the commutation signals for the inverter. The proposed multilevel inverter is used to drive the three-phase induction motor. The mathematical modeling of three-phase induction motor is done using Simulink. Furthermore the PI and fuzzy logic controllers are also used to produce the reference waveform of the level shifting technique which in turn produces the commutation signals of the proposed multilevel converter. The controllers are used to control the speed of the induction motor. The effectiveness of the proposed system is proved with the help of simulation. The simulation is performed in MATLAB/Simulink. From the simulation results, it shows that the proposed multilevel inverter works properly to generate the multilevel output waveform with minimum number of semiconductor devices. The PI and fuzzy logic controller performances are evaluated using the results which indicate that with the help of controllers the harmonics has been reduced and the speed control of induction motor is achieved under different loading conditions. 展开更多
关键词 MULTIlevel Multicarrier level Shifting Pulse Width Modulation MC-LS-PWM Proportional Integral PI and Fuzzy Logic Controller
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Shift Invariance Level Comparison of Several Contourlet Transforms and Their Texture Image Retrieval Systems
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作者 Xinwu Chen Jingjing Xue +1 位作者 Zhen Liu Wenjuan Ma 《Journal of Signal and Information Processing》 2016年第1期1-6,共6页
In this paper, we proposed a metric to measure the shift invariance of the three different contourlet transforms. And then, using the same structure texture image retrieval system which use subband coefficients energy... In this paper, we proposed a metric to measure the shift invariance of the three different contourlet transforms. And then, using the same structure texture image retrieval system which use subband coefficients energy, standard deviation and kurtosis features with Canberra distance, we gave a comparison of their texture description abilities. Experimental results show that contourlet-2.3 texture image retrieval system has almost retrieval rates with non-sub sampled contourlet system;the two systems have better retrieval results than the original contourlet retrieval system. On the other hand, for the relatively lower redundancy, we recommend using contourlet- 2.3 as texture description transform. 展开更多
关键词 Content Based Texture Image Retrieval Shift Invariance level Contourlet Transform Contourlet-2.3
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Gravitational Perturbation of Hydrogen Spectrum in the Space Curved by Intense Laser Pulses
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作者 Ji Peiyong Zhu Shitong Shen Wenda 《Advances in Manufacturing》 SCIE CAS 1998年第3期28-33,共6页
The energy level shifts of hydrogen in the space curved by the intense short laser pulses are studied. It shows that for present power level of laser pulses, the magnitude of the energy level shifts in a highly ex... The energy level shifts of hydrogen in the space curved by the intense short laser pulses are studied. It shows that for present power level of laser pulses, the magnitude of the energy level shifts in a highly excited hydrogen atom is detectable. 展开更多
关键词 energy level shifts intense laser pulse general relativity curved spacetime.
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A noise immunity improved level shift structure for a 600 V HVIC 被引量:3
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作者 张允武 祝靖 +3 位作者 孙国栋 刘翠春 孙伟峰 钱钦松 《Journal of Semiconductors》 EI CAS CSCD 2013年第6期138-142,共5页
A novel level shift circuit featuring with high dV/dt noise immunity and improved negative V_S capacity is proposed in this paper.Compared with the conventional structure,the proposed circuit adopting two cross-couple... A novel level shift circuit featuring with high dV/dt noise immunity and improved negative V_S capacity is proposed in this paper.Compared with the conventional structure,the proposed circuit adopting two cross-coupled PMOS transistors realizes the selective filtering ability by exploiting the path which filters out the noise introduced by the dV/dt.In addition,a differential noise cancellation circuit is proposed to enhance the noise immunity further.Meanwhile,the negative V_S capacity is improved by unifying the detected reference voltage and the logic block's threshold voltage.A high voltage half bridge gate drive IC adopting the presented structure is experimentally realized by using a usual 600 V BCD process and achieves the stable operation up to 65 V/ns of the dV/dt characteristics. 展开更多
关键词 gate driver half bridge dV/dt noise level shift negative V_S capacity
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A 2.8ppm/℃ high PSRR BiCMOS bandgap voltage reference
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作者 明鑫 卢杨 +1 位作者 张波 周泽坤 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2009年第9期124-128,共5页
A high-order curvature-compensated and high power-supply rejection ratio (PSRR) BiCMOS bandgap reference is presented. The circuit utilizes positive temperature characteristics of the saturation current Iss and forw... A high-order curvature-compensated and high power-supply rejection ratio (PSRR) BiCMOS bandgap reference is presented. The circuit utilizes positive temperature characteristics of the saturation current Iss and forward current gainfl of the bipolar transistors to realize a low temperature coefficient (TC) as well as filter capacitors and level-shift structures to improve the PSRR. Implemented in 0.6μm BCD process, the proposed voltage reference consumes a supply current of 28μA at 3.6 V. A temperature coefficient of 2.8 ppm/℃, PSRR of more than 80 dB at low frequencies and a line regulation of 50 ppm/V from 3.6 to 5.5 V are easily achieved, which make it widely applicable in portable equipment. 展开更多
关键词 saturation current current gain curvature compensation level shift filter capacitors
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